Conformal testing in a binary model situation

Vladimir Vovk

Conformal testing in a binary model situation

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Abstract

Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this paper is experimental evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint known or unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.

Original language	English
Title of host publication	Proceedings of Machine Learning Research
Editors	Lars Carlsson, Zhiyuan Luo, Giovanni Cherubin, Khuong Nguyen
Pages	131-150
Number of pages	20
Volume	152
ISBN (Electronic)	ISSN: 2640-3498
Publication status	Published - 2021

Keywords

conformal test martingales
exchangeability martingales
Bernoulli model
alternative hypothesis

Access to Document

https://arxiv.org/abs/2104.01885

Cite this

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title = "Conformal testing in a binary model situation",

abstract = "Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this paper is experimental evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint known or unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.",

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AB - Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this paper is experimental evaluation of the performance of conformal testing in a model situation in which IID binary observations generated from a Bernoulli distribution are followed by IID binary observations generated from another Bernoulli distribution, with the parameters of the distributions and changepoint known or unknown. Existing conformal test martingales can be used for this task and work well in simple cases, but their efficiency can be improved greatly.

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KW - exchangeability martingales

KW - Bernoulli model

KW - alternative hypothesis

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EP - 150

BT - Proceedings of Machine Learning Research

A2 - Carlsson, Lars

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A2 - Cherubin, Giovanni

A2 - Nguyen, Khuong

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